We need to create multiple users within several companies. When I select another company rather than "Your company", I receive this error : "The chosen company is not in the allowed companies for this user"

You are welcome, no need to thank me, we all try to colaborate to learn from the community. Just keep making question and answering if you know the answer to other questions. And don't forget to upvote and check correct answers, as you have already done. And last but not least, this is not an answer, it should be a comment.

Easy, setup the companies for the ones the user is allowed to work with. Go to Settings/Users and select the user you need to configure, press Edit button, go the Access Rights tab and add the companies from the Allowed Companies dropdown box